Because most people want to look reasonable at a job interview.

However, one thing people miss is that the anchoring can be to any number whatsoever, so you don't even need to talk about what you want per hour. I remember a paper that asked participants to note down the last two digits of their social security, and subjects anchored themselves to that (statistically significantly- one of the authors was Dan Ariely).

So, at the job interview, I am guessing just saying "You know, at my previous company, they had 98,000 employees" could anchor the interviewer to that number. Of course, this anchoring would be weaker than "$1M", but you could cut out the embarrassment bit.